1. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Introduction to Probability and Statistics Twelfth Edition Robert J. Beaver Barbara M. Beaver William Mendenhall Presentation designed and written by: Barbara M. Beaver

2. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Introduction to Probability and Statistics Twelfth Edition Chapter 7 Sampling Distributions Some graphic screen captures from Seeing Statistics ® Some images © 2001-(current year) www.arttoday.com

3. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc.Introduction Parameters are numerical descriptive measures for populations. –For the normal distribution, the location and shape are described by  and  –For a binomial distribution consisting of n trials, the location and shape are determined by p. Often the values of parameters that specify the exact form of a distribution are unknown. You must rely on the sample to learn about these parameters.

4. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc.SamplingExamples: A pollster is sure that the responses to his “agree/disagree” question will follow a binomial distribution, but p, the proportion of those who “agree” in the population, is unknown. An agronomist believes that the yield per acre of a variety of wheat is approximately normally distributed, but the mean  and the standard deviation  of the yields are unknown. If you want the sample to provide reliable information about the population, you must select your sample in a certain way!

5. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Simple Random Sampling sampling planexperimental design reliability of your inferenceThe sampling plan or experimental design determines the amount of information you can extract, and often allows you to measure the reliability of your inference. Simple random samplingSimple random sampling is a method of sampling that allows each possible sample of size n an equal probability of being selected.

6. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Example There are 89 students in a statistics class. The instructor wants to choose 5 students to form a project group. How should he proceed? 1.Give each student a number from 01 to 89. 2.Choose 5 pairs of random digits from the random number table. 3.If a number between 90 and 00 is chosen, choose another number. 4.The five students with those numbers form the group. 1.Give each student a number from 01 to 89. 2.Choose 5 pairs of random digits from the random number table. 3.If a number between 90 and 00 is chosen, choose another number. 4.The five students with those numbers form the group.

7. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Types of Samples Sampling can occur in two types of practical situations: 1.Observational studies: The data existed before you decided to study it. Watch out for Nonresponse: Are the responses biased because only opinionated people responded? Undercoverage: Are certain segments of the population systematically excluded? Wording bias: The question may be too complicated or poorly worded. 1.Observational studies: The data existed before you decided to study it. Watch out for Nonresponse: Are the responses biased because only opinionated people responded? Undercoverage: Are certain segments of the population systematically excluded? Wording bias: The question may be too complicated or poorly worded.

8. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Types of Samples Sampling can occur in two types of practical situations: 2.Experimentation: The data are generated by imposing an experimental condition or treatment on the experimental units. Hypothetical populations can make random sampling difficult if not impossible. Samples must sometimes be chosen so that the experimenter believes they are representative of the whole population. Samples must behave like random samples! 2.Experimentation: The data are generated by imposing an experimental condition or treatment on the experimental units. Hypothetical populations can make random sampling difficult if not impossible. Samples must sometimes be chosen so that the experimenter believes they are representative of the whole population. Samples must behave like random samples!

9. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Other Sampling Plans randomizationThere are several other sampling plans that still involve randomization: 1.Stratified random sample: Divide the population into subpopulations or strata and select a simple random sample from each strata. 2.Cluster sample: Divide the population into subgroups called clusters; select a simple random sample of clusters and take a census of every element in the cluster. 3.1-in-k systematic sample: Randomly select one of the first k elements in an ordered population, and then select every k-th element thereafter. 1.Stratified random sample: Divide the population into subpopulations or strata and select a simple random sample from each strata. 2.Cluster sample: Divide the population into subgroups called clusters; select a simple random sample of clusters and take a census of every element in the cluster. 3.1-in-k systematic sample: Randomly select one of the first k elements in an ordered population, and then select every k-th element thereafter.

10. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Examples Divide California into counties and take a simple random sample within each county. Divide California into counties and take a simple random sample of 10 counties. Divide a city into city blocks, choose a simple random sample of 10 city blocks, and interview all who live there. Choose an entry at random from the phone book, and select every 50 th number thereafter. Cluster 1-in-50 Systematic Stratified

11. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Non-Random Sampling Plans randomization NOTThere are several other sampling plans that do not involve randomization. They should NOT be used for statistical inference! 1.Convenience sample: A sample that can be taken easily without random selection. People walking by on the street 2.Judgment sample: The sampler decides who will and won’t be included in the sample. 3.Quota sample: The makeup of the sample must reflect the makeup of the population on some selected characteristic. Race, ethnic origin, gender, etc. 1.Convenience sample: A sample that can be taken easily without random selection. People walking by on the street 2.Judgment sample: The sampler decides who will and won’t be included in the sample. 3.Quota sample: The makeup of the sample must reflect the makeup of the population on some selected characteristic. Race, ethnic origin, gender, etc.

12. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Sampling Distributions statistics Numerical descriptive measures calculated from the sample are called statistics. Statistics vary from sample to sample and hence are random variables. sampling distributions The probability distributions for statistics are called sampling distributions. In repeated sampling, they tell us what values of the statistics can occur and how often each value occurs.

13. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Possible samples 3, 5, 2 3, 5, 1 3, 2, 1 5, 2, 1 Possible samples 3, 5, 2 3, 5, 1 3, 2, 1 5, 2, 1 Sampling Distributions sampling distribution of a statistic Definition: The sampling distribution of a statistic is the probability distribution for the possible values of the statistic that results when random samples of size n are repeatedly drawn from the population. Population: 3, 5, 2, 1 Draw samples of size n = 3 without replacement Population: 3, 5, 2, 1 Draw samples of size n = 3 without replacement Each value of x-bar is equally likely, with probability 1/4 x p(x) 1/4 2 3

14. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Central Limit Theorem: If random samples of n observations are drawn from a nonnormal population with finite  and standard deviation , then, when n is large, the sampling distribution of the sample mean is approximately normally distributed, with mean  and standard deviation. The approximation becomes more accurate as n becomes large. Central Limit Theorem: If random samples of n observations are drawn from a nonnormal population with finite  and standard deviation , then, when n is large, the sampling distribution of the sample mean is approximately normally distributed, with mean  and standard deviation. The approximation becomes more accurate as n becomes large. Sampling Distributions Sampling distributions for statistics can be Approximated with simulation techniques Derived using mathematical theorems The Central Limit Theorem is one such theorem.

15. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Example uniform. Toss a fair die n = 1 time. The distribution of x the number on the upper face is flat or uniform. APPLET MY

16. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Example mound- shaped. Toss a fair die n = 2 times. The distribution of x the average number on the two upper faces is mound- shaped. APPLET MY

17. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Example approximately normal. Toss a fair die n = 3 times. The distribution of x the average number on the two upper faces is approximately normal. APPLET MY

18. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Why is this Important? Central Limit Theorem The Central Limit Theorem also implies that the sum of n measurements is approximately normal with mean n  and standard deviation. Many statistics that are used for statistical inference are sums or averages of sample measurements. normal When n is large, these statistics will have approximately normal distributions. reliability This will allow us to describe their behavior and evaluate the reliability of our inferences.

19. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. How Large is Large? normal If the sample is normal, then the sampling distribution of will also be normal, no matter what the sample size. symmetric When the sample population is approximately symmetric, the distribution becomes approximately normal for relatively small values of n. skewed at least 30 When the sample population is skewed, the sample size must be at least 30 before the sampling distribution of becomes approximately normal.

20. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The Sampling Distribution of the Sample Mean A random sample of size n is selected from a population with mean  and standard deviation   he sampling distribution of the sample mean will have mean  and standard deviation. normal, If the original population is normal, the sampling distribution will be normal for any sample size. nonnormal, If the original population is nonnormal, the sampling distribution will be normal when n is large. The standard deviation of x-bar is sometimes called the STANDARD ERROR (SE).

21. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Finding Probabilities for the Sample Mean If the sampling distribution of is normal or approximately normal  standardize or rescale the interval of interest in terms of Find the appropriate area using Table 3. If the sampling distribution of is normal or approximately normal  standardize or rescale the interval of interest in terms of Find the appropriate area using Table 3. Example: Example: A random sample of size n = 16 from a normal distribution with  = 10 and  = 8.

22. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc.Example A soda filling machine is supposed to fill cans of soda with 12 fluid ounces. Suppose that the fills are actually normally distributed with a mean of 12.1 oz and a standard deviation of.2 oz. What is the probability that the average fill for a 6-pack of soda is less than 12 oz? APPLET MY

23. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The Sampling Distribution of the Sample Proportion Central Limit Theorem The Central Limit Theorem can be used to conclude that the binomial random variable x is approximately normal when n is large, with mean np and standard deviation. The sample proportion, is simply a rescaling of the binomial random variable x, dividing it by n. approximately normal, From the Central Limit Theorem, the sampling distribution of will also be approximately normal, with a rescaled mean and standard deviation.

24. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The Sampling Distribution of the Sample Proportion The standard deviation of p-hat is sometimes called the STANDARD ERROR (SE) of p-hat. A random sample of size n is selected from a binomial population with parameter p   he sampling distribution of the sample proportion, will have mean p and standard deviation approximately normal. If n is large, and p is not too close to zero or one, the sampling distribution of will be approximately normal.

25. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Finding Probabilities for the Sample Proportion If the sampling distribution of is normal or approximately normal  standardize or rescale the interval of interest in terms of Find the appropriate area using Table 3. If the sampling distribution of is normal or approximately normal  standardize or rescale the interval of interest in terms of Find the appropriate area using Table 3. Example: Example: A random sample of size n = 100 from a binomial population with p =.4.

26. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc.Example The soda bottler in the previous example claims that only 5% of the soda cans are underfilled. A quality control technician randomly samples 200 cans of soda. What is the probability that more than 10% of the cans are underfilled? This would be very unusual, if indeed p =.05! n = 200 S: underfilled can p = P(S) =.05 q =.95 np = 10 nq = 190 n = 200 S: underfilled can p = P(S) =.05 q =.95 np = 10 nq = 190 OK to use the normal approximation

27. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Statistical Process Control assignable l The cause of a change in the variable is said to be assignable if it can be found and corrected. random variation. l Other variation that is not controlled is regarded as random variation. in control l If the variation in a process variable is solely random, the process is said to be in control. l If out of control, we must reduce the variation and get the measurements of the process variable within specified limits.

28. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The Chart for Process Means At various times during production, we take a sample of size n and calculate the sample mean. According to the CLT, the sampling distribution of should be approximately normal; almost all of the values of should fall into the interval If a value of falls outside of this interval, the process may be out of control.

29. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. To create a control chart, collect data on k samples of size n. Use the sample data to estimate  and . The mean  is estimated with, the grand average of all the sample statistics calculated for the nk measurements on the process variable. s The standard deviation  is estimated by s, the standard deviation of the nk measurements. centerline control limits. Create the control chart, using a centerline and control limits. The Chart

30. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The Chart When a sample mean falls outside the control limits, the process may be out of control.

31. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The p Chart for Proportion Defective At various times during production, we take a sample of size n and calculate the proportion of defective items,. According to the CLT, the sampling distribution of should be approximately normal; almost all of the values of should fall into the interval If a value of falls outside of this interval, the process may be out of control.

32. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. To create a control chart, collect data on k samples of size n. Use the sample data to estimate p. The population proportion defective p is estimated with the grand average of all the sample proportions calculated for the k samples. centerline control limits. Create the control chart, using a centerline and control limits. The p Chart

33. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. The p Chart When a sample proportion falls outside the control limits, the process may be out of control.

34. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Key Concepts I.Sampling Plans and Experimental Designs 1.Simple random sampling a. Each possible sample is equally likely to occur. b. Use a computer or a table of random numbers. c. Problems are nonresponse, undercoverage, and wording bias. 2.Other sampling plans involving randomization a. Stratified random sampling b. Cluster sampling c. Systematic 1-in-k sampling

35. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Key Concepts 3.Nonrandom sampling a. Convenience sampling b. Judgment sampling c. Quota sampling II.Statistics and Sampling Distributions 1.Sampling distributions describe the possible values of a statistic and how often they occur in repeated sampling. 2.Sampling distributions can be derived mathematically, approximated empirically, or found using statistical theorems. 3.The Central Limit Theorem states that sums and averages of measurements from a nonnormal population with finite mean  and standard deviation  have approximately normal distributions for large samples of size n.

36. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Key Concepts III.Sampling Distribution of the Sample Mean 1.When samples of size n are drawn from a normal population with mean  and variance  2, the sample mean has a normal distribution with mean  and variance  2  n. 2.When samples of size n are drawn from a nonnormal population with mean  and variance  2, the Central Limit Theorem ensures that the sample mean will have an approximately normal distribution with mean  and variance  2   n when n is large (n  30). 3.Probabilities involving the sample mean  can be calculated by standardizing the value of using

37. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Key Concepts IV.Sampling Distribution of the Sample Proportion 1.When samples of size n are drawn from a binomial population with parameter p, the sample proportion will have an approximately normal distribution with mean p and variance pq  n as long as np  5 and nq  5. 2.Probabilities involving the sample proportion can be calculated by standardizing the value using

38. Copyright ©2005 Brooks/Cole A division of Thomson Learning, Inc. Key Concepts V.Statistical Process Control 1.To monitor a quantitative process, use an chart. Select k samples of size n and calculate the overall mean and the standard deviation s of all nk measurements. Create upper and lower control limits as If a sample mean exceeds these limits, the process is out of control. 2.To monitor a binomial process, use a p chart. Select k samples of size n and calculate the average of the sample proportions as Create upper and lower control limits as If a sample proportion exceeds these limits, the process is out of control.